| Range | Return | Sharpe | Win% | Ave | Ave+ | Ave- | Max- | Underwater | Days % |
|---|---|---|---|---|---|---|---|---|---|
| 20 | (3) | (1.5) | 39 | (1) | 9 | (8) | (35) | (1) | 90 |
| 60 | 3 | 1.6 | 49 | 1 | 8 | (6) | (35) | (1) | 95 |
| 120 | 0 | 0.3 | 48 | 0 | 7 | (6) | (35) | (1) | 93 |
| 250 | 1 | 0.6 | 52 | 0 | 10 | (9) | (48) | (2) | 96 |
| 500 | 9 | 2.9 | 55 | 3 | 15 | (10) | (77) | (2) | 96 |
| 760 | 9 | 3 | 55 | 3 | 14 | (9) | (77) | (2) | 96 |
| 1260 | 5 | 2.1 | 51 | 2 | 11 | (7) | (91) | (3) | 96 |
| 2520 | 6 | 2.2 | 51 | 2 | 12 | (8) | (91) | (3) | 97 |
| All | 5 | 1.9 | 51 | 1 | 11 | (8) | (113) | (3) | 96 |
| Year | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | 11 | 12 | R | Sharpe | Win% | Trades | MaxLoss | UW | Max | Ave |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Avg | 0.9 | 0.5 | 0.6 | 0.4 | 0.1 | (0.1) | 0.8 | 0.4 | 0 | 0.1 | 0.2 | 1.3 | 5.4 | 1.9 | 51.6 | 239.6 | (0.6) | (1.6) | 0.4 | 0.2 |
| 2017 | (0.3) | (0.1) | 0.8 | (0.6) | 0.5 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.3 | 0.6 | 47.1 | 87 | (0.4) | (0.8) | 0.3 | 0.1 |
| 2016 | 3.5 | 2.2 | 2.1 | 1.6 | (0.2) | (0.1) | 1.8 | (0.2) | 0.3 | (0.2) | (0.5) | (0.2) | 10.1 | 2.9 | 58.1 | 246 | (0.8) | (1.5) | 0.4 | 0.2 |
| 2015 | 0.8 | (0.4) | 1.3 | 1.1 | (0.1) | (0.6) | 2.3 | 1.9 | 0.1 | (1.1) | 0.7 | 3 | 9 | 3.1 | 53.8 | 241 | (0.5) | (2) | 0.4 | 0.2 |
| 2014 | 0.3 | 0.5 | (0.4) | (0.1) | 0 | 0.1 | (0.4) | 0.2 | (0.3) | 1.4 | 1 | 4.6 | 6.9 | 3 | 55 | 246 | (0.3) | (1.2) | 0.4 | 0.2 |
| 2013 | 0.4 | (0.3) | 0 | (0.6) | 0.2 | (0.3) | 0.3 | (0.7) | (0.1) | (0.1) | 0.2 | (0.7) | (1.7) | (0.9) | 41.9 | 231 | (0.9) | (2.5) | 0.4 | 0.1 |
| 2012 | (0.3) | 0.7 | (0.1) | (0.1) | 0.8 | 0.6 | 0.2 | 0.9 | (0.2) | 0.5 | (0.2) | 0 | 2.8 | 1.6 | 49.4 | 234 | (0.3) | (0.7) | 0.3 | 0.1 |
| 2011 | 0.1 | 0.7 | 0.5 | (0.3) | 1.3 | 0.8 | (0.1) | 1.1 | 1.2 | (0.9) | 0.4 | (0.1) | 4.7 | 2 | 46.8 | 226 | (0.4) | (1.6) | 0.4 | 0.1 |
| 2010 | (0.7) | 0.1 | 0 | (0.2) | 1 | (0.2) | 0 | (0.1) | (0.3) | (0.4) | (0.9) | (0.1) | (1.8) | (1.2) | 43.1 | 228 | (0.3) | (2.7) | 0.4 | 0.1 |
| 2009 | (0.5) | 1.5 | (0.3) | 0.9 | 1.9 | 0.4 | 1.8 | 0.1 | (0.3) | 1 | 0.1 | 1.2 | 7.8 | 2.5 | 53.9 | 226 | (0.7) | (1.3) | 0.4 | 0.1 |
| 2008 | (0.4) | 0.5 | 0.3 | 1.3 | 0.7 | 0.7 | 0.6 | 0.5 | 1.6 | 3.5 | 2.4 | 6.3 | 18 | 4.1 | 59.1 | 254 | (0.8) | (1.8) | 0.5 | 0.2 |
| 2007 | 0 | 0 | 0.4 | (0.5) | (0.4) | 0.7 | 0.6 | 0.3 | 1.1 | 0.3 | 0.5 | 0.6 | 3.6 | 2.2 | 55.1 | 239 | (0.4) | (1.3) | 0.4 | 0.1 |
| 2006 | 0.2 | 0 | 0 | 0.5 | (0.3) | (0.4) | (0.3) | (0.1) | 1.6 | 0.3 | (0.2) | (0.2) | 1.1 | 0.6 | 48.4 | 239 | (0.4) | (1.8) | 0.4 | 0.1 |
| 2005 | 0.3 | 0.4 | 0.5 | 0 | 0.1 | 0.1 | 0.3 | 0.2 | (0.6) | (0.5) | 0.5 | (1.1) | 0.2 | 0.1 | 51.4 | 241 | (0.4) | (2.4) | 0.4 | 0.2 |
| 2004 | 0.2 | 0.5 | 0.7 | (0.3) | 0.5 | 0.2 | 0.6 | (0.1) | 0.6 | 0.4 | 0.8 | 1.8 | 5.9 | 3 | 56.6 | 229 | (0.3) | (0.9) | 0.4 | 0.1 |
| 2003 | 0.1 | 1.4 | 1 | 1.6 | 0.4 | 0.5 | (0.1) | (0.3) | 0.4 | 0.7 | (0.3) | (0.3) | 5.1 | 2.5 | 52.6 | 232 | (0.4) | (1) | 0.3 | 0.1 |
| 2002 | 1 | 0 | 1.5 | 0 | 0 | (0.5) | 0 | 0.3 | 0.6 | 0 | 0.1 | 1.5 | 4.5 | 2 | 51.2 | 239 | (0.5) | (1.2) | 0.3 | 0.1 |
| 2001 | 0.2 | 0 | (0.4) | 0.1 | 0.1 | 0.7 | (0.1) | (0.4) | 2 | 0.5 | 1.4 | 1.2 | 5.3 | 1.7 | 45.9 | 226 | (1.1) | (1.5) | 0.3 | 0.1 |
| 2000 | 0.1 | 0.2 | (0.8) | 0.4 | 0.6 | 0.1 | 0 | 0.7 | 0.8 | (1.1) | (0.8) | 1.8 | 2 | 0.8 | 47.8 | 235 | (0.7) | (1.9) | 0.4 | 0.1 |